TT CME Gateway System Administration Manual - Trading ...
TT CME Gateway System Administration Manual - Trading ...
TT CME Gateway System Administration Manual - Trading ...
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<strong>TT</strong> Client Minimum Supported<br />
Version<br />
5 Configuring Order Management<br />
<strong>TT</strong> <strong>Gateway</strong> Impact<br />
<strong>TT</strong> User Setup* 7.4.0 Version 7.4.0 is required to set the<br />
location value in trader profiles<br />
configured in the <strong>TT</strong> User Setup<br />
database. For each supported order<br />
action, the location value is determined<br />
by the trader’s profile in <strong>TT</strong> User Setup<br />
and forwarded to the <strong>CME</strong> <strong>Gateway</strong>.<br />
X_TRADER ® 7.9.1 This version sends the Tag 142 (location)<br />
value configured in a trader profile in <strong>TT</strong><br />
User Setup and forwards it to the <strong>CME</strong><br />
<strong>Gateway</strong>. X_TRADER ® 7.9.1 also sets<br />
the Tag 1028 (automated trading<br />
indicator) flag and sends it to the<br />
gateway.<br />
The location and automated trading<br />
indicator values are not visible in the<br />
X_TRADER ® displays (e.g., Fill Window,<br />
Order Book, etc.).<br />
X_TRADER ® API 7.7.0 The location value is determined by the<br />
trader’s profile in <strong>TT</strong> User Setup.<br />
X_TRADER ® API forwards the value<br />
provided by X_TRADER when submitting<br />
an order through the <strong>CME</strong> <strong>Gateway</strong>.<br />
The Tag 1028 flag for all X_TRADER ® API<br />
applications defaults to “automated”.<br />
X_TRADER ® API allows customers to<br />
override this flag on a per order basis.<br />
Older versions of X_TRADER ® API<br />
applications can be modified to override<br />
the default setting and flag orders as<br />
being submitted “manually”.<br />
Autospreader ® SE<br />
(ASE)<br />
7.2 This version of ASE accepts the location<br />
value from the client (X_TRADER ® ,<br />
X_TRADER ® API, FIX Adapter) and sends<br />
it to the <strong>CME</strong> <strong>Gateway</strong> to be populated<br />
in Tag 142. This sets the location tag<br />
based on the location of the trader who<br />
originated the order action on the ASE<br />
server.<br />
ASE always sets the automated trading<br />
indicator flag as “automated” regardless<br />
of what it receives from clients. The <strong>CME</strong><br />
<strong>Gateway</strong> populates Tag 1028=N<br />
(automated) by default for all order<br />
actions submitted via the ASE server.<br />
Table 16. <strong>TT</strong> Client Applications to Support Mandatory iLink Tags<br />
104 <strong>CME</strong> <strong>Gateway</strong> <strong>System</strong> <strong>Administration</strong> <strong>Manual</strong><br />
<strong>Trading</strong> Technologies International, Inc.